# -*- coding: utf-8 -*-

import numpy as np
import pandas as pd


codes = ["000001.XSHE", "600000.XSHG"]
factor_names = ["factor{}".format(idx) for idx in range(10)]
df = pd.DataFrame(np.random.random((len(codes), len(factor_names))),
                  index=codes, columns=factor_names)

df.to_pickle("test.pkl", protocol=2)
